NYMEX Light Sweet Crude Oil Future November 2012
| Trading Metrics calculated at close of trading on 09-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2012 |
09-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
108.75 |
108.70 |
-0.05 |
0.0% |
107.71 |
| High |
108.89 |
109.68 |
0.79 |
0.7% |
109.68 |
| Low |
108.12 |
108.51 |
0.39 |
0.4% |
106.45 |
| Close |
108.37 |
109.09 |
0.72 |
0.7% |
109.09 |
| Range |
0.77 |
1.17 |
0.40 |
51.9% |
3.23 |
| ATR |
1.28 |
1.29 |
0.00 |
0.1% |
0.00 |
| Volume |
8,312 |
9,184 |
872 |
10.5% |
36,708 |
|
| Daily Pivots for day following 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112.60 |
112.02 |
109.73 |
|
| R3 |
111.43 |
110.85 |
109.41 |
|
| R2 |
110.26 |
110.26 |
109.30 |
|
| R1 |
109.68 |
109.68 |
109.20 |
109.97 |
| PP |
109.09 |
109.09 |
109.09 |
109.24 |
| S1 |
108.51 |
108.51 |
108.98 |
108.80 |
| S2 |
107.92 |
107.92 |
108.88 |
|
| S3 |
106.75 |
107.34 |
108.77 |
|
| S4 |
105.58 |
106.17 |
108.45 |
|
|
| Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118.10 |
116.82 |
110.87 |
|
| R3 |
114.87 |
113.59 |
109.98 |
|
| R2 |
111.64 |
111.64 |
109.68 |
|
| R1 |
110.36 |
110.36 |
109.39 |
111.00 |
| PP |
108.41 |
108.41 |
108.41 |
108.73 |
| S1 |
107.13 |
107.13 |
108.79 |
107.77 |
| S2 |
105.18 |
105.18 |
108.50 |
|
| S3 |
101.95 |
103.90 |
108.20 |
|
| S4 |
98.72 |
100.67 |
107.31 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114.65 |
|
2.618 |
112.74 |
|
1.618 |
111.57 |
|
1.000 |
110.85 |
|
0.618 |
110.40 |
|
HIGH |
109.68 |
|
0.618 |
109.23 |
|
0.500 |
109.10 |
|
0.382 |
108.96 |
|
LOW |
108.51 |
|
0.618 |
107.79 |
|
1.000 |
107.34 |
|
1.618 |
106.62 |
|
2.618 |
105.45 |
|
4.250 |
103.54 |
|
|
| Fisher Pivots for day following 09-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
109.10 |
108.77 |
| PP |
109.09 |
108.45 |
| S1 |
109.09 |
108.14 |
|